Outputs for STATISTICS Department (Year 2014)
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Articles
- A Quasi likelihood approximation of posterior distributions for likelihood-intractable complex models
- A Randomized Granular Tabu Search heuristic for the split delivery vehicle routing problem
- A necessary power divergence-type family of tests for testing elliptical symmetry
- A new distance for data sets in a reproducing Kernel Hilbert Space Context
- A risk-based simulation and multi-objective optimization framework for the integration of distributed renewable generation and storage
- A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
- Allocation policies of redundancies in two-parallel-series and two-series-parallel systems
- An integrated framework of agent-based modelling and robust optimization for microgrid energy management
- Bayesian estimation of inefficiency heterogeneity in stochastic frontier models
- Bayesian modeling of bacterial growth for multiple populations
- Beran-based approach for single-index models under censoring
- Big data y estadistica: ¿tendencia o cambio?
- Capital investment and managerial efficiency, a simple model for sport clubs
- Comments on: Extensions of some classical methods in change point analysis [book review]
- Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain
- Comparison of objective Bayes factors for variable selection in parametric regression models for survival analysis
- Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
- Fast training procedure for Viola-Jones type object detectors using Laplacian clutter models
- Forensic Analysis of Venezuelan Elections during the Chávez Presidency
- Functional PCA and Base-Line Logit Models
- Gaussian weak classifiers based on co-occurring Haar-like features for face detection
- Generalizing the Mahalanobis distance via density kernels
- Identifiability of the MAP(2)/G/1 queueing system
- Inefficiency persistence and heterogeneity in Colombian electricity utilities
- Interpretable support vector machines for functional data
- LASSO-type estimators for semiparametric nonlinear mixed-effects models estimation
- Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities
- Multiple break detection in the correlation structure of random variables
- New influence measures in polytomous logistic regression models based on phi-divergence measures
- On idiosyncratic stochasticity of financial leverage effects
- On rank driven dynamical systems
- On the Kaplan-Meier estimator based on ranked set samples
- On the Properties of the SAVE Directions
- On the classifying space for proper actions of groups with cyclic torsion
- Outlier detection and robust estimation in linear regression models with fixed group effects
- Outliers, GARCH-type models and risk measures: a comparison of several approaches
- Overview of object oriented data analysis
- Pairwise dynamic time warping for event data
- Phi-divergence statistics for the likelihood ratio order: an approach based on log-linear models
- Pyramidal values
- Regional inflation dynamics using space-time models
- Rejoinder to the discussion of: Overview of object-oriented data analysis
- Robust functional supervised classification for time series
- Shape outlier detection and visualization for functional data: the outliergram
- Small area estimation of general parameters with application to poverty indicators: a hierarchical Bayes approach
- Spatial depth-based classification for functional data
- Stock return serial dependence and out-of-sample portfolio performance
- Suavizamiento controlado de tasas de mortalidad con P-splines: Aplicaciones para México y el Reino Unido = Smoothing controlled mortality rates P-splines: Applications to Mexico and the United Kingdom
- T(H)17 cells are increased in the peripheral blood of patients with SAPHO syndrome
- Testing for statistical arbitrage in credit derivatives markets
- Trajectory composition of Poisson time changes and Markov counting systems
- ¿Es la eco-innovación una estrategia inteligente de especialización para Andalucía? Una aproximación desde el análisis multivariante
Books
- El riesgo de longevidad y su aplicación práctica a solvencia II: modelos actuariales avanzados para su gestión
- Proceedings of 47th SIS Scientific Meeting of the Italian Statistical Society
- The interrelationship between financial and energy markets
Book Chapters
- A dynamic page-refresh index policy for web crawlers. In: ASMTA 2014: Analytical and Stochastic Modeling Techniques and Applications
- Additive level outliers in multivariate GARCH models. In: Topics from the 7th Workshop on Statistical Simulation
- Applications of Principal Component Analysis (PCA) in food science and technology. In: Mathematical and Statistical Methods in Food Science and Technology
- Can personal dependency paths help to estimate life expectancy free of dependency?. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance
- Risk factors in the oil industry: an upstream and downstream analysis. In: The interrelationship between financial and energy markets
Conference Contributions
- A Bayesian nonparametric modelling to estimate students' response to ICTinvestment
- A Dynamic Page-Refresh Index Policy for Web Crawlers
- A bayesian nonparametric modelling to estimate students' response to ICT investment
- A directional multivariate VAR
- A directional multivariate Value at Risk
- A near optimal dynamic policy for cache refresh scheduling
- A new goodness-of-fit process for VARMA(P,Q) Models
- A pairwise approach to model and forecast a large set of disaggregates with common trends
- A random walk test for functional time series
- An abc/quasi-likelihood approach for linkage/gwas study of a Sardinian genetic isolate
- An overview of small area estimation methods for poverty mapping
- Can personal dependency paths help to estimate life expectancy free of dependency?
- Centrality and Social Capital dependence on network functionality: a game theoretical approach
- Comments on "A powerful simple model of moving deasonality for model based seasonal adjustment by D.F.Findley and D.P. Lytras"
- Consideraciones sobre la economia española: situacion actual y cuestiones pendientes
- Copula-based models for the analysis of glacier discharge at King George Island, Antarctica
- Correlation median for functions
- Dating multiple change points in the correlation matrix
- Dimensionality: curse or blessing? : an empirical assessment when estimating factors in DFM
- Dimensionality: curse or blessing? An empirical assessment when estimating factors in DFM
- Directional multivariate Value at Risk and copulas
- Dynamic principal components in the time domain for non stationery time series
- Empirical best estimation under a nested error linear regression model with log transformation
- Estimación del efecto causal del uso de ordenadores en los resultados delos estudiantes en la prueba PISA 2012
- Expectile trimming
- Failure modeling of an electrical N-component framework by the non-stationaty Markovian arrival process
- Goodness-of-fit for randomly censored data based on maximun correlation
- High-dimensional data analysis
- Homogeneity test for functional data based on depth measures
- IDMS: The Sardinian Index of Multiple Deprivation
- Improving the graphical lasso estimation for the precision matrix though roots of the sample covariance matrix
- Linear discriminant analysis based on penalized functional PLS
- Mejorando la Educación entre todos
- Nonparametric estimation of covariate-specific summary indices of ROC curves through regression models
- Nonparametric inference for covariate-specific summary indices of ROC curves
- One for all: nesting asymmetric stochastic volatility models
- One for all: nesting asymmetric stochastic volatility models
- Overcoming numerical instability in one-step policy improvement for admission and routing to queues with firm deadlines
- P-spline smoothing for functional data with spatial dependence
- Particle learning for Bayesian non-parametric Markov switching stochastic volatility model
- Particle learning for Bayesian non-parametric Markov switching stochastic volatility model
- Particle learning for Bayesian nonparametric stochastic volatility model
- Penalized splines: a flexible tool in Biostatistics
- Random walk testing for time series of functions
- Robust transmission expansion planning
- Robustness of phi-divergence test statistics based on exponentiallytilted empirical likelihood estimators
- Semi-parametric particle filters
- Small area estimation and poverty mapping procedures
- Smoothing and forecasting mortality rate.
- Spearman coefficient for functions
- Stochastic modellings in software reliability
- Strategic bidding of a large electricity consumer: a complementarity approach
- The Mahalanobis distance for functional data with applications to classification
- The Shapley group value
- The pairwise approach to model and forecast a large set of disaggregates with common trends
- The stochastic capacitated branch restructuring problem
- Two dimensional representation of functional data for outlier detection
- Two new concepts in video podcasts- Minimalist slides and modular teaching mini-videos
- Using PLS regression in the noisy functional data context
- Using complementarity modeling for planning and policy analysis of electricity & energy markets
- Visualization of shape outliers in functional data samples
- Zellner-siow priors for variablle selection with censored data
Projects
- Equilibrios óptimos en redes de gran tamaño
- Estudios sobre la vulnerabilidad social
- Implantación de una herramienta de monitorización estadística de parques eólicos
- Optimización regularizada: nuevos modelos y métodos en el análisis de big data
- Small area estimation in the structural survey
Supervised Theses
- Bayesian analysis of heterogeneity in stochastic frontier models
- Bootstrap forecasts of multivariate time series
- Dependence for Functional Data
- Goodness of fit in multivariate time series
- Modeling financial returns with skew-slash innovations
- Recombining observations in cluster analysis: The SAGRA method.
- Spatial Depth-Based Methods for Functional Data
Working Papers
- A Bayesian nonparametric modelling to estimate student response to ICT investment
- A Bootstrap Likelihood approach to Bayesian Computation
- A game theoretic approach to group centrality
- A projection method for multiobjective multiclass SVM
- An efficient asymptotic approach for testing monotone proportions assuming an underlying logit based order dose-response model
- Bayesian estimation of a Dynamic Conditional Correlation model with multivariate Skew-Slash innovations
- Best prediction under a nested error model with log transformation
- Functional outlier detection with a local spatial depth
- Generalized wald-type tests based on minimum density power divergence estimators
- Goodness-of-fit test for randomly censored data based on maximum correlation
- Heterogeneous effects of risk-taking on bank efficiency: a stochastic frontier model with random coefficients
- Homogeneity test for functional data based on depth measures
- Identification of asymmetric conditional heteroscedasticity in the presence of outliers
- Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix
- Independent components techniques based on kurtosis for functional data analysis
- Influence analysis of robust wald-type tests
- Outliers in multivariate Garch Models
- Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model
- Phi-divergence test statistics for testing the validity of latent class models for binary data
- Recombining partitions from multivariate data: a clustering method on Bayes factors
- Score driven asymmetric stochastic volatility models
- The pairwise approach to model a large set of disaggregates with common trends
- The uncertainty of conditional returns, volatilities and correlations in DCC models
- Wald type and phi-divergence based test-statistics for isotonic binomial proportions